A2.17

Mathematical Methods | Part II, 2004

(i) Consider the integral equation

ϕ(x)=λabK(x,t)ϕ(t)dt+g(x)\phi(x)=-\lambda \int_{a}^{b} K(x, t) \phi(t) d t+g(x)

for ϕ\phi in the interval axba \leq x \leq b, where λ\lambda is a real parameter and g(x)g(x) is given. Describe the method of successive approximations for solving ( \dagger ).

Suppose that

K(x,t)M,x,t[a,b]|K(x, t)| \leq M, \quad \forall x, t \in[a, b]

By using the Cauchy-Schwarz inequality, or otherwise, show that the successive-approximation series for ϕ(x)\phi(x) converges absolutely provided

λ<1M(ba).|\lambda|<\frac{1}{M(b-a)} .

(ii) The real function ψ(x)\psi(x) satisfies the differential equation

ψ(x)+λψ(x)=h(x),0<x<1-\psi^{\prime \prime}(x)+\lambda \psi(x)=h(x), \quad 0<x<1

where h(x)h(x) is a given smooth function on [0,1][0,1], subject to the boundary conditions

ψ(0)=ψ(0),ψ(1)=0.\psi^{\prime}(0)=\psi(0), \quad \psi(1)=0 .

By integrating ()(\star), or otherwise, show that ψ(x)\psi(x) obeys

ψ(0)=1201(1t)h(t)dt12λ01(1t)ψ(t)dt\psi(0)=\frac{1}{2} \int_{0}^{1}(1-t) h(t) d t-\frac{1}{2} \lambda \int_{0}^{1}(1-t) \psi(t) d t

Hence, or otherwise, deduce that ψ(x)\psi(x) obeys an equation of the form ( \dagger ), with

K(x,t)={12(1x)(1+t),0tx112(1+x)(1t),0xt1 and g(x)=01K(x,t)h(t)dt\begin{gathered} K(x, t)= \begin{cases}\frac{1}{2}(1-x)(1+t), & 0 \leq t \leq x \leq 1 \\ \frac{1}{2}(1+x)(1-t), & 0 \leq x \leq t \leq 1\end{cases} \\ \text { and } g(x)=\int_{0}^{1} K(x, t) h(t) d t \end{gathered}

Deduce that the series solution for ψ(x)\psi(x) converges provided λ<2|\lambda|<2.

Typos? Please submit corrections to this page on GitHub.